+4,997.1%
NVDA vs HIMS
+183.3%
+4,813.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +5.9% | -3.9% | +9.8% | +6.6% |
| 30D | +5.1% | -12.4% | +17.5% | +7.2% |
| 3M | +5.4% | -1.1% | +6.4% | +3.8% |
| 6M | +26.0% | +68.4% | -42.4% | +9.3% |
| YTD | +23.7% | -14.7% | +38.3% | +20.9% |
| 1Y | +34.4% | -42.4% | +76.8% | +39.3% |
| 3Y | +375.8% | +304.5% | +71.3% | +155.9% |
| 5Y | +911.8% | +237.5% | +674.2% | +403.8% |
| All | +4,997.1% | +183.3% | +4,813.8% | +1,756.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HIMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling